This paper introduces the methodology of quantile regression into a well-chosen model and gets a robust estimation.
本文的主要工作是在优选现有模型的基础上,引入分位数回归方法,得到了一个较为稳健的估计,并利用分位数回归的特点,找出了可能被错误定价的债券。
参考来源 - 估计利率期限结构（研究生论文）·2,447,543篇论文数据，部分数据来源于NoteExpress
本文使用分位数回归法重新审视了外资对中国工业部门的技术溢出。
Based on quantile regression, this paper reexamines the spillover effect of FDI in China % industry sector.
同时构建了基于分位数回归办法和COVAR实际的本文器量银行体系性风险的详细模子。
At the same time constructed with quantile regression method and COVAR model in the actual measure of the banking system based on risk.
本文基于分位数回归办法并联合COVAR实际构建了丈量我国银行业体系性风险的模子。
In this paper, the quantile regression method and combined with COVAR based on the actual construction of the measure of Chinas banking system risk.
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